Coming to this late, sorry, but Re: Azazel/Mystique, I don't think they're going to show us anything, and I think there is no way in hell they are going to imply she was raped. That's the wrong kind of dark for the X-Men movies.

I highly doubt we'll see any A/M action or even hints of it in the sequel. If anything I think in the third movie we'll get a hint that there is mutual attraction going on, but I just can't see baby Nightcrawler coming into this prequel trilogy. It'll be more of a nod to the comics. Don't forget, in X2 Mystique barely acknowledged Nightcrawler.

Playing devil's advocate here, but they also could show baby Nightcrawler and maybe the loss of him drives Mystique to beg Charles or Emma to wipe her memories to make it easier. And that's when she turns into full-fledged villain. Still think it's going to be the former though.